+338.5%
SHW vs FDS
+127.0%
+211.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.7% | -2.6% | +3.3% | +1.7% |
| 30D | +8.4% | +14.1% | -5.6% | +3.0% |
| 3M | -2.2% | +19.8% | -22.0% | -9.5% |
| 6M | +13.3% | +55.0% | -41.6% | -7.5% |
| YTD | +9.2% | +15.9% | -6.7% | -0.3% |
| 1Y | +2.9% | +24.2% | -21.3% | -9.7% |
| 3Y | +41.1% | -24.0% | +65.1% | +55.7% |
| 5Y | +11.0% | -23.3% | +34.3% | +20.2% |
| All | +338.5% | +127.0% | +211.5% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling